-29.4%
TSCO vs TPR
+20.9%
-50.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.6% |
| 7D | +15.7% | +12.6% | +3.1% | +13.6% |
| 30D | +16.4% | +7.1% | +9.3% | +15.0% |
| 3M | +11.2% | -19.4% | +30.6% | +13.3% |
| 6M | +14.9% | -9.7% | +24.7% | +14.3% |
| YTD | -25.4% | -1.0% | -24.4% | -26.2% |
| 1Y | -29.4% | +19.3% | -48.7% | -31.9% |
| All | -29.4% | +20.9% | -50.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling